I have an iPhone 3G in Montana with a (406) area code phone number that I brought over from Verizon (the phone number, not the iPhone) with me about a year ago. It works great! It took a little bit of work to get it rolling, but it's actually not too hard. If you're willing to jump through a few hoops, I'll explain in plain English how to get the coolest piece of technology in existence.
Before we begin, a minor background on the situation for the uninitiated. iPhones are currently only sold in the US on AT&T. AT&T is not available in Montana. The main option here is Verizon Wireless, which most of the Montanans I know have. The reason you can't get an iPhone on Verizon is because the iPhone & AT&T "speaks" GSM and Verizon & it's phones "speak" CDMA. However, Cellular One is in Montana and does "speak" GSM, so you can get an iPhone on Montana's Cell One. To allow an iPhone to get on a cell carrier that speaks it's language (GSM), there is a process called "unlocking" that allows your phone to get on any network. Unlocking is not illegal.
So, here's what you need to do to get an iPhone in Montana.